Trading Metrics calculated at close of trading on 25-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
26,690 |
26,772 |
82 |
0.3% |
27,568 |
High |
26,971 |
27,123 |
152 |
0.6% |
27,663 |
Low |
26,407 |
26,424 |
17 |
0.1% |
26,407 |
Close |
26,715 |
27,043 |
328 |
1.2% |
27,043 |
Range |
564 |
699 |
135 |
23.9% |
1,256 |
ATR |
563 |
572 |
10 |
1.7% |
0 |
Volume |
254,511 |
213,697 |
-40,814 |
-16.0% |
1,167,820 |
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,960 |
28,701 |
27,428 |
|
R3 |
28,261 |
28,002 |
27,235 |
|
R2 |
27,562 |
27,562 |
27,171 |
|
R1 |
27,303 |
27,303 |
27,107 |
27,433 |
PP |
26,863 |
26,863 |
26,863 |
26,928 |
S1 |
26,604 |
26,604 |
26,979 |
26,734 |
S2 |
26,164 |
26,164 |
26,915 |
|
S3 |
25,465 |
25,905 |
26,851 |
|
S4 |
24,766 |
25,206 |
26,659 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,806 |
30,180 |
27,734 |
|
R3 |
29,550 |
28,924 |
27,389 |
|
R2 |
28,294 |
28,294 |
27,273 |
|
R1 |
27,668 |
27,668 |
27,158 |
27,353 |
PP |
27,038 |
27,038 |
27,038 |
26,880 |
S1 |
26,412 |
26,412 |
26,928 |
26,097 |
S2 |
25,782 |
25,782 |
26,813 |
|
S3 |
24,526 |
25,156 |
26,698 |
|
S4 |
23,270 |
23,900 |
26,352 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,663 |
26,407 |
1,256 |
4.6% |
700 |
2.6% |
51% |
False |
False |
233,564 |
10 |
28,251 |
26,407 |
1,844 |
6.8% |
570 |
2.1% |
34% |
False |
False |
207,944 |
20 |
29,050 |
26,407 |
2,643 |
9.8% |
623 |
2.3% |
24% |
False |
False |
114,735 |
40 |
29,050 |
25,785 |
3,265 |
12.1% |
486 |
1.8% |
39% |
False |
False |
57,444 |
60 |
29,050 |
25,184 |
3,866 |
14.3% |
475 |
1.8% |
48% |
False |
False |
38,336 |
80 |
29,050 |
24,350 |
4,700 |
17.4% |
540 |
2.0% |
57% |
False |
False |
28,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,094 |
2.618 |
28,953 |
1.618 |
28,254 |
1.000 |
27,822 |
0.618 |
27,555 |
HIGH |
27,123 |
0.618 |
26,856 |
0.500 |
26,774 |
0.382 |
26,691 |
LOW |
26,424 |
0.618 |
25,992 |
1.000 |
25,725 |
1.618 |
25,293 |
2.618 |
24,594 |
4.250 |
23,453 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
26,953 |
26,995 |
PP |
26,863 |
26,947 |
S1 |
26,774 |
26,900 |
|